I have put particle hair on my models and also a cowboy hat I created.
But the Hair casts no shadows on the scalp or side of head----Nor does the hat cast a shadow across the character’s face----What might be wrong? no shadows in Render or Cycles render.
What render engine are you using ? Blender Render or Cycles render ?
What does your scene look like ? no blend file supplied
Have you enabled shadows in the render settings ?
In Material settings for the scalp or side of head have you enabled shadows for their materials
Have you enabled any lamps to cast shadows ? What lamps are you using ?